ETF port
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 15% |
VIOO Vanguard S&P Small-Cap 600 ETF | Small Cap Blend Equities | 10% |
VO Vanguard Mid-Cap ETF | Mid Cap Growth Equities | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF port, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 9, 2025, the ETF port returned -1.56% Year-To-Date and 11.69% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| ETF port | -1.56% | 15.06% | -3.75% | 9.77% | 15.21% | 11.69% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.89% | 12.40% |
VEA Vanguard FTSE Developed Markets ETF | 12.04% | 16.82% | 6.79% | 10.14% | 11.59% | 5.66% |
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.57% | 17.21% |
VO Vanguard Mid-Cap ETF | -0.19% | 14.84% | -3.60% | 9.88% | 13.24% | 9.08% |
VIOO Vanguard S&P Small-Cap 600 ETF | -9.80% | 14.14% | -15.05% | -2.25% | 12.13% | 7.51% |
Monthly Returns
The table below presents the monthly returns of ETF port, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.03% | -1.52% | -4.97% | -0.02% | 2.12% | -1.56% | |||||||
| 2024 | 0.37% | 4.66% | 3.02% | -4.23% | 4.97% | 2.38% | 2.16% | 1.80% | 2.02% | -1.66% | 5.74% | -2.98% | 19.23% |
| 2023 | 8.06% | -2.10% | 3.37% | 0.86% | 0.81% | 6.50% | 3.62% | -2.39% | -4.80% | -2.95% | 9.46% | 5.98% | 28.35% |
| 2022 | -6.21% | -2.58% | 3.00% | -9.28% | 0.22% | -8.68% | 9.41% | -4.48% | -9.69% | 7.46% | 6.46% | -5.85% | -20.56% |
| 2021 | 0.06% | 2.93% | 3.42% | 4.69% | 0.86% | 2.35% | 1.63% | 2.88% | -4.41% | 6.21% | -1.07% | 3.75% | 25.41% |
| 2020 | -0.27% | -7.83% | -13.28% | 12.51% | 5.44% | 3.20% | 5.58% | 6.83% | -3.77% | -2.02% | 12.50% | 4.77% | 22.33% |
| 2019 | 8.60% | 3.28% | 1.53% | 4.10% | -6.77% | 7.00% | 1.06% | -2.13% | 2.08% | 2.65% | 3.28% | 3.19% | 30.61% |
| 2018 | 5.65% | -3.48% | -1.84% | 0.53% | 2.84% | 0.55% | 3.07% | 3.07% | -0.05% | -7.98% | 1.27% | -8.77% | -6.06% |
| 2017 | 2.61% | 3.25% | 0.93% | 1.55% | 1.81% | 0.25% | 2.45% | 0.24% | 2.21% | 2.47% | 2.57% | 0.99% | 23.48% |
| 2016 | -5.79% | -0.62% | 7.19% | 0.01% | 1.95% | -0.57% | 4.70% | 0.49% | 0.79% | -2.21% | 3.26% | 1.94% | 11.05% |
| 2015 | -2.16% | 6.10% | -0.86% | 0.81% | 1.26% | -1.88% | 2.13% | -6.26% | -2.86% | 8.28% | 0.50% | -2.17% | 2.07% |
| 2014 | -3.40% | 5.03% | -0.17% | 0.13% | 2.46% | 2.47% | -1.54% | 3.73% | -2.20% | 2.58% | 2.44% | -0.85% | 10.82% |
Expense Ratio
ETF port has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF port is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.56 | 0.92 | 1.13 | 0.58 | 2.25 |
VEA Vanguard FTSE Developed Markets ETF | 0.59 | 0.95 | 1.13 | 0.76 | 2.29 |
QQQ Invesco QQQ | 0.47 | 0.81 | 1.11 | 0.51 | 1.67 |
VO Vanguard Mid-Cap ETF | 0.55 | 0.88 | 1.12 | 0.52 | 1.90 |
VIOO Vanguard S&P Small-Cap 600 ETF | -0.10 | 0.02 | 1.00 | -0.09 | -0.25 |
Dividends
Dividend yield
ETF port provided a 1.49% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.49% | 1.47% | 1.55% | 1.67% | 1.35% | 1.37% | 1.74% | 1.93% | 1.63% | 1.82% | 1.85% | 1.90% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VEA Vanguard FTSE Developed Markets ETF | 2.93% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
VO Vanguard Mid-Cap ETF | 1.58% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% |
VIOO Vanguard S&P Small-Cap 600 ETF | 1.65% | 1.48% | 1.47% | 1.51% | 1.16% | 1.09% | 1.37% | 1.32% | 1.11% | 0.95% | 1.26% | 1.06% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF port. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the ETF port was 33.91%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current ETF port drawdown is 6.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -26.9% | Jan 4, 2022 | 197 | Oct 14, 2022 | 295 | Dec 18, 2023 | 492 |
| -20.45% | Aug 30, 2018 | 80 | Dec 24, 2018 | 81 | Apr 23, 2019 | 161 |
| -19.92% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -18.57% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current ETF port volatility is 10.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.51, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VIOO | VEA | QQQ | VO | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.80 | 0.82 | 0.90 | 0.93 | 1.00 | 0.98 |
| VIOO | 0.80 | 1.00 | 0.71 | 0.67 | 0.87 | 0.79 | 0.84 |
| VEA | 0.82 | 0.71 | 1.00 | 0.71 | 0.80 | 0.82 | 0.86 |
| QQQ | 0.90 | 0.67 | 0.71 | 1.00 | 0.81 | 0.90 | 0.91 |
| VO | 0.93 | 0.87 | 0.80 | 0.81 | 1.00 | 0.93 | 0.95 |
| VOO | 1.00 | 0.79 | 0.82 | 0.90 | 0.93 | 1.00 | 0.99 |
| Portfolio | 0.98 | 0.84 | 0.86 | 0.91 | 0.95 | 0.99 | 1.00 |